Penalized complementarity functions on symmetric cones

被引：0
|
作者：
Sangho Kum
Yongdo Lim
机构：
[1] Chungbuk National University,Department of Mathematics Education
[2] Kyungpook National University,Department of Mathematics
来源：
Journal of Global Optimization | 2010年 / 46卷
关键词：
Complementarity problem; Complementarity functions; Merit functions; Symmetric cones; Primary: 90C33;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We show that penalized functions of the Fischer–Burmeister and the natural residual functions defined on symmetric cones are complementarity functions. Boundedness of the solution set of a symmetric cone complementarity problem, based on the penalized natural residual function, is proved under monotonicity and strict feasibility. The proof relies on a trace inequality on Euclidean Jordan algebras.
引用
收藏
页码：475 / 485
页数：10
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